Time Series Analysis of Transatlantic Market Interactions: Evidence from Crude Oil and Gasoline Prices
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References listed on IDEAS
- Severin Borenstein & A. Colin Cameron & Richard Gilbert, 1997.
"Do Gasoline Prices Respond Asymmetrically to Crude Oil Price Changes?,"
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More about this item
Keywordsmarket interaction; long-run price leadership; crude oil; regular gasoline; cointegrated vector autoregressive model;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- Q49 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Other
- R19 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General Regional Economics - - - Other
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